Random Walks in the Quarter Plane Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics /

• Main Authors: Fayolle, Guy (Author), Iasnogorodski, Roudolf (Author), Malyshev, Vadim (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 2nd ed. 2017.
• Series: Probability Theory and Stochastic Modelling, 40
• Subjects: Mathematics.; Mathematical statistics.; Difference equations.; Functional equations.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Probability and Statistics in Computer Science.; Difference and Functional Equations.

This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analyt...